+431.2%
ASTS vs FERG
+71.2%
+360.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -1.4% |
| 7D | +7.3% | 0.0% | +7.4% | +7.4% |
| 30D | -8.9% | -10.2% | +1.3% | -1.8% |
| 3M | -41.9% | -0.6% | -41.3% | -42.5% |
| 6M | -40.6% | -6.5% | -34.1% | -38.1% |
| YTD | -14.2% | +4.2% | -18.4% | -17.2% |
| 1Y | +48.9% | -2.3% | +51.1% | +51.1% |
| 3Y | +1,461.7% | +48.5% | +1,413.2% | +1,060.1% |
| All | +431.2% | +71.2% | +360.0% | +254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling